Anic Equity¶

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Total return since start: 0.624 %¶

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Equity now: -----------------------------> 49612.48 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43593.11 Kr¶

PnL: ---------------------------------------> -1282.47 Kr¶

DD now: ---------------------------------> -6.604 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 14:02:55.123210'

Anic Portfolio¶

Today¶

Return: 0.071 %¶

This Week¶

Return: -2.244 %¶

Total portfolio value¶

Return including deposits: 62.419 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.100000 1516.190000 93.190000 6.550000 1423.000014
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Hennes & Mauritz B 6 -0.950000 916.320000 4.320000 0.470000 912.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
Atrium Ljungberg B 5 0.390000 897.500000 -6.500000 -0.720000 904.000000
JM 7 0.300000 942.900000 -7.100000 -0.750000 950.000002
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
ASSA ABLOY B 4 -0.610000 982.800000 -10.200000 -1.030000 993.000000
Biotage 1 -2.320000 138.700000 -10.300000 -6.910000 149.000000
Vitrolife 3 1.280000 665.400000 -11.600000 -1.710000 677.000001
OX2 12 -1.190000 895.800000 -13.200000 -1.450000 909.000000
Eastnine 6 -2.010000 643.200000 -13.800000 -2.100000 657.000000
BioGaia B 8 1.090000 889.600000 -14.400000 -1.590000 904.000000
AcadeMedia 20 -0.780000 962.400000 -15.600000 -1.600000 978.000000
Gränges 10 0.490000 1023.000000 -16.000000 -1.540000 1039.000000
Bufab 3 -0.280000 1056.600000 -19.400000 -1.800000 1076.000001
Hexatronic Group 15 0.570000 1050.600000 -20.400000 -1.900000 1071.000000
Latour B 4 -1.560000 834.800000 -21.200000 -2.480000 856.000000
Investor B 3 -0.420000 634.950000 -23.050000 -3.500000 657.999999
Vitec Software Group B 2 -2.260000 1080.000000 -24.000000 -2.170000 1104.000000
Addnode Group B 7 -1.260000 876.400000 -28.600000 -3.160000 904.999998
Hoist Finance 36 0.930000 981.000000 -30.000000 -2.970000 1010.999988
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Sandvik 4 -0.100000 817.600000 -30.400000 -3.580000 848.000000
Sagax B 4 -1.840000 852.000000 -33.000000 -3.730000 885.000000
Alimak Group 12 0.120000 973.200000 -33.800000 -3.360000 1007.000004
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
SKF B 5 -0.710000 941.750000 -38.250000 -3.900000 980.000000
Byggmax Group 33 -0.920000 927.300000 -39.700000 -4.110000 966.999990
EQT 4 -2.360000 829.200000 -43.800000 -5.020000 873.000000
Catena 2 -0.210000 754.800000 -51.200000 -6.350000 806.000000
Orrön Energy 170 -2.940000 1994.100000 -51.900000 -2.540000 2045.999980
Platzer Fastigheter Holding B 12 -1.190000 897.600000 -53.400000 -5.620000 951.000000
HEXPOL B 8 -5.100000 893.600000 -63.400000 -6.620000 957.000000
Hexagon B 26 -1.190000 3343.600000 -76.400000 -2.230000 3420.000012
VEF 788 -0.780000 1798.220000 -104.780000 -5.510000 1903.000300
Sedana Medical 93 0.650000 2581.680000 -401.900000 -13.470000 2983.577733
TOTAL 43593.110000 -1282.470000 -6.60363% 44875.578016

Updated:¶

'2023-06-21 14:03:12.590508'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶